+234.8%
RCL vs PENG
+115.2%
+119.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.6% | -1.8% |
| 7D | -5.1% | +4.5% | -9.6% | -6.2% |
| 30D | -19.0% | -7.1% | -11.9% | -17.9% |
| 3M | -9.6% | -27.3% | +17.7% | -6.4% |
| 6M | -6.7% | +169.6% | -176.3% | -36.7% |
| YTD | -3.9% | +164.6% | -168.5% | -35.1% |
| 1Y | -25.1% | +109.5% | -134.6% | -46.4% |
| 3Y | +179.1% | +98.9% | +80.2% | +78.4% |
| All | +234.8% | +115.2% | +119.6% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling